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Title: Two-sided Tolerance Intervals in a Simple Linear Regression (English)
Author: Chvosteková, Martina
Language: English
Journal: Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
ISSN: 0231-9721
Volume: 52
Issue: 2
Year: 2013
Pages: 31-41
Summary lang: English
Category: math
Summary: Numerical results for a simple linear regression indicate that the non-simultaneous two-sided tolerance intervals nearly satisfy the condition of multiple-use confidence intervals, see Lee and Mathew (2002), but the numerical computation of the limits of the multiple-use confidence intervals is needed. We modified the Lieberman–Miller method (1963) for computing the simultaneous two-sided tolerance intervals in a simple linear regression with independent normally distributed errors. The suggested tolerance intervals are the narrowest of all the known simultaneous two-sided tolerance intervals. The computation of the multiple-use confidence intervals based on the new simultaneous two-sided tolerance intervals is simple and fast. (English)
Keyword: multiple-use confidence interval
Keyword: simultaneous two-sided tolerance interval
MSC: 62F25
MSC: 62J05
idZBL: Zbl 06296012
idMR: MR3202377
Date available: 2013-12-18T15:20:48Z
Last updated: 2014-07-30
Stable URL:
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